+337.4%
AGI vs SM
+23.0%
+314.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.7% | +4.6% | -7.3% | -2.9% |
| 30D | +7.2% | +18.2% | -11.0% | +6.6% |
| 3M | +4.3% | +22.5% | -18.3% | +3.3% |
| 6M | -27.1% | +50.6% | -77.6% | -28.6% |
| YTD | -6.6% | +108.1% | -114.7% | -10.0% |
| 1Y | +9.5% | +46.0% | -36.5% | +7.1% |
| 3Y | +208.4% | +2.9% | +205.6% | +203.5% |
| 5Y | +401.6% | +112.6% | +289.0% | +379.3% |
| All | +337.4% | +23.0% | +314.4% | +348.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling